PyRank
  • Insights
  • PyPI
  • GitHub
  • Search
  • Compare
  • Advisories
  • Ecosystem
  • About

Option Pricing Python Packages

Python packages with the GitHub topic option-pricing. Sorted by relevance, with stars and monthly downloads.
PyFE
pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

8K 181 75
goldspanlabs
optopsy

A nimble options research and backtesting library for Python

4K 1K 202
quantmind
quantflow

Quantitative finance and derivative pricing

2K 28 5
jsidhu06
derivatives-pricing

A Python library for options pricing and Greeks computation.

2K 2 0
ArturSepp
stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

2K 220 43
Open-Lemma
oipd

Generate probability distributions on the future price of publicly traded securities using options data

1K 346 49
yluoc
quant-kernel

High-performance derivative pricing engine with 40+ algorithms

414 9 3
arraystream
fftoptionlib

FFT-based Option Pricing Methods in Python

392 59 17
quantsbin
quantsbin

Quantitative Finance tools

382 629 88
sm-sokout
tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

247 26 4
sandyherho
optionmc

Monte Carlo simulation for European option pricing with visualization capabilities

207 5 0
rob-blackbourn
jetblack-options

Reference implementations of option pricing formulae in Python

200 4 0
Moe-Dada
riskneutral

Risk-Neutral Density Estimation Tools

139 1 0
carlobortolan
quantrs

Python bindings for a tiny library for quantitative finance (powered by Rust)

128 19 5
donlelef
vanilla-option-pricing

Stochastic models to price financial options

115 24 2
avhz
rustquant

A Rust library for quantitative finance tools.

104 2K 198
PaulWentzel1
options-calculator

An intuitive and versatile options library.

99 3 1
MichaelCarloH
tiny-pricing-utils

This repository contains various models and techniques for pricing financial options. The focus is on implementing the Black-Scholes model and some of its extensions (e.g. Heston) , visualizing implied volatility surfaces, and utilizing Monte Carlo simulations for exotic option pricing. PYPI pckg: https://pypi.org/project/tiny-pricing-utils/1.0.3/

91 6 0
    • Data from PyPI, GitHub, ClickHouse, and BigQuery